本页面展示动力煤期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:
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注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。
关于动力煤期货跨期套利的详细数据分析,请查看文章:。
| 年份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 月份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 日期 | 主连开盘价 | 主连收盘价 | 主连最高价 | 主连最低价 | 次主连开盘价 | 次主连收盘价 | 次主连最高价 | 次主连最低价 | 开盘价差值 | 收盘价差值 | 最高价差值 | 最低价差值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-02-21 | 586.20 | 585.60 | 594.80 | 582.00 | 590.60 | 590.20 | 598.60 | 587.40 | -4.40 | -4.60 | -3.80 | -5.40 |
| 2019-02-20 | 584.40 | 588.00 | 588.00 | 581.20 | 590.00 | 592.00 | 592.40 | 587.00 | -5.60 | -4.00 | -4.40 | -5.80 |
| 2019-02-19 | 584.60 | 584.00 | 585.00 | 581.00 | 588.80 | 590.20 | 590.20 | 586.40 | -4.20 | -6.20 | -5.20 | -5.40 |
| 2019-02-18 | 590.00 | 583.80 | 594.00 | 581.60 | 595.00 | 588.80 | 599.20 | 587.20 | -5.00 | -5.00 | -5.20 | -5.60 |
| 2019-02-15 | 588.00 | 588.20 | 592.00 | 587.00 | 593.80 | 593.60 | 596.40 | 592.20 | -5.80 | -5.40 | -4.40 | -5.20 |
| 2019-02-14 | 587.00 | 586.60 | 590.80 | 584.20 | 591.40 | 592.00 | 594.60 | 589.20 | -4.40 | -5.40 | -3.80 | -5.00 |
| 2019-02-13 | 584.00 | 585.00 | 589.60 | 582.40 | 589.20 | 590.40 | 594.00 | 587.80 | -5.20 | -5.40 | -4.40 | -5.40 |
| 2019-02-12 | 580.80 | 579.60 | 585.40 | 578.00 | 585.60 | 586.00 | 590.00 | 583.00 | -4.80 | -6.40 | -4.60 | -5.00 |
| 2019-02-11 | 591.60 | 581.20 | 592.00 | 575.60 | 593.20 | 586.60 | 595.60 | 581.20 | -1.60 | -5.40 | -3.60 | -5.60 |
| 2019-02-01 | 585.80 | 589.00 | 590.00 | 583.00 | 591.60 | 593.20 | 594.60 | 587.80 | -5.80 | -4.20 | -4.60 | -4.80 |
| 2019-01-31 | 572.80 | 586.20 | 587.80 | 571.00 | 578.00 | 590.40 | 592.40 | 576.60 | -5.20 | -4.20 | -4.60 | -5.60 |
| 2019-01-30 | 571.60 | 571.20 | 576.60 | 570.00 | 577.00 | 576.80 | 582.80 | 576.00 | -5.40 | -5.60 | -6.20 | -6.00 |
| 2019-01-29 | 573.20 | 571.60 | 574.60 | 569.00 | 580.60 | 577.00 | 580.80 | 574.40 | -7.40 | -5.40 | -6.20 | -5.40 |
| 2019-01-28 | 574.60 | 573.80 | 578.20 | 571.20 | 579.20 | 580.60 | 583.20 | 577.00 | -4.60 | -6.80 | -5.00 | -5.80 |
| 2019-01-25 | 569.00 | 574.00 | 580.40 | 567.00 | 575.20 | 578.80 | 585.00 | 573.60 | -6.20 | -4.80 | -4.60 | -6.60 |
| 2019-01-24 | 576.60 | 569.00 | 577.60 | 569.00 | 583.60 | 575.20 | 584.00 | 575.20 | -7.00 | -6.20 | -6.40 | -6.20 |
| 2019-01-23 | 575.00 | 576.60 | 579.80 | 572.80 | 578.40 | 582.60 | 584.80 | 577.40 | -3.40 | -6.00 | -5.00 | -4.60 |
| 2019-01-22 | 585.00 | 576.00 | 587.40 | 574.40 | 587.00 | 579.20 | 589.20 | 578.60 | -2.00 | -3.20 | -1.80 | -4.20 |
| 2019-01-21 | 591.40 | 587.80 | 593.60 | 579.20 | 593.60 | 589.80 | 596.40 | 583.60 | -2.20 | -2.00 | -2.80 | -4.40 |
| 2019-01-18 | 585.00 | 591.60 | 595.60 | 583.20 | 588.80 | 592.60 | 597.60 | 586.80 | -3.80 | -1.00 | -2.00 | -3.60 |
| 2019-01-17 | 582.20 | 583.80 | 584.40 | 580.40 | 587.40 | 587.60 | 588.00 | 584.00 | -5.20 | -3.80 | -3.60 | -3.60 |
| 2019-01-16 | 576.00 | 582.20 | 585.00 | 574.60 | 578.20 | 585.80 | 589.40 | 578.20 | -2.20 | -3.60 | -4.40 | -3.60 |
| 2019-01-15 | 577.20 | 575.00 | 578.60 | 570.20 | 583.40 | 581.20 | 584.60 | 576.80 | -6.20 | -6.20 | -6.00 | -6.60 |
| 2019-01-14 | 560.20 | 577.20 | 581.60 | 559.00 | 569.60 | 584.00 | 589.60 | 567.80 | -9.40 | -6.80 | -8.00 | -8.80 |
| 2019-01-11 | 561.00 | 561.00 | 562.80 | 557.00 | 569.40 | 570.00 | 571.00 | 566.00 | -8.40 | -9.00 | -8.20 | -9.00 |
| 2019-01-10 | 562.20 | 561.00 | 564.80 | 559.40 | 570.40 | 569.80 | 573.80 | 568.40 | -8.20 | -8.80 | -9.00 | -9.00 |
| 2019-01-09 | 565.00 | 561.40 | 565.40 | 561.20 | 572.80 | 570.20 | 574.60 | 570.20 | -7.80 | -8.80 | -9.20 | -9.00 |
| 2019-01-08 | 568.20 | 564.80 | 569.40 | 563.00 | 577.00 | 574.00 | 577.80 | 572.60 | -8.80 | -9.20 | -8.40 | -9.60 |
| 2019-01-07 | 565.00 | 569.40 | 570.40 | 562.80 | 572.60 | 577.80 | 578.60 | 571.00 | -7.60 | -8.40 | -8.20 | -8.20 |
| 2019-01-04 | 562.40 | 563.40 | 567.00 | 560.40 | 568.20 | 571.80 | 574.80 | 568.20 | -5.80 | -8.40 | -7.80 | -7.80 |
| 2019-01-03 | 562.80 | 561.00 | 563.40 | 555.20 | 570.80 | 569.40 | 571.40 | 565.20 | -8.00 | -8.40 | -8.00 | -10.00 |
| 2019-01-02 | 563.00 | 563.40 | 565.00 | 560.60 | 573.80 | 574.80 | 577.60 | 573.60 | -10.80 | -11.40 | -12.60 | -13.00 |
| 2018-12-28 | 560.80 | 561.60 | 564.80 | 559.00 | 571.00 | 573.20 | 576.40 | 571.00 | -10.20 | -11.60 | -11.60 | -12.00 |
| 2018-12-27 | 555.00 | 559.80 | 566.00 | 554.80 | 568.60 | 571.80 | 576.00 | 568.60 | -13.60 | -12.00 | -10.00 | -13.80 |
| 2018-12-26 | 555.60 | 553.20 | 559.80 | 551.00 | 565.00 | 566.00 | 569.80 | 564.80 | -9.40 | -12.80 | -10.00 | -13.80 |
| 2018-12-25 | 563.60 | 555.40 | 565.40 | 553.40 | 570.80 | 566.20 | 571.80 | 565.00 | -7.20 | -10.80 | -6.40 | -11.60 |
| 2018-12-24 | 561.00 | 565.00 | 569.80 | 560.80 | 569.80 | 572.60 | 576.00 | 569.20 | -8.80 | -7.60 | -6.20 | -8.40 |
| 2018-12-21 | 559.80 | 561.00 | 563.20 | 558.80 | 568.20 | 569.60 | 570.40 | 566.80 | -8.40 | -8.60 | -7.20 | -8.00 |
| 2018-12-20 | 562.60 | 560.40 | 564.60 | 559.40 | 571.00 | 568.60 | 572.20 | 568.20 | -8.40 | -8.20 | -7.60 | -8.80 |
| 2018-12-19 | 561.40 | 563.00 | 565.00 | 558.40 | 569.60 | 571.40 | 573.00 | 568.60 | -8.20 | -8.40 | -8.00 | -10.20 |
| 2018-12-18 | 563.00 | 559.60 | 563.40 | 554.80 | 597.60 | 594.20 | 600.00 | 592.20 | -34.60 | -34.60 | -36.60 | -37.40 |
| 2018-12-17 | 565.20 | 562.60 | 567.00 | 562.00 | 610.00 | 598.00 | 610.00 | 597.80 | -44.80 | -35.40 | -43.00 | -35.80 |
| 2018-12-14 | 566.40 | 566.00 | 566.60 | 560.00 | 613.20 | 610.80 | 613.80 | 610.40 | -46.80 | -44.80 | -47.20 | -50.40 |
| 2018-12-13 | 566.00 | 566.60 | 568.20 | 564.00 | 614.00 | 614.60 | 616.80 | 611.20 | -48.00 | -48.00 | -48.60 | -47.20 |
| 2018-12-12 | 567.40 | 566.20 | 572.60 | 565.20 | 616.00 | 614.00 | 617.00 | 613.00 | -48.60 | -47.80 | -44.40 | -47.80 |
| 2018-12-11 | 575.00 | 565.60 | 576.20 | 562.60 | 615.00 | 615.60 | 618.00 | 611.00 | -40.00 | -50.00 | -41.80 | -48.40 |
| 2018-12-10 | 574.20 | 576.80 | 578.60 | 568.40 | 615.00 | 615.40 | 618.20 | 612.00 | -40.80 | -38.60 | -39.60 | -43.60 |
| 2018-12-07 | 565.40 | 574.40 | 574.40 | 564.40 | 607.00 | 615.80 | 619.00 | 605.20 | -41.60 | -41.40 | -44.60 | -40.80 |
| 2018-12-06 | 560.80 | 566.80 | 569.20 | 558.60 | 598.00 | 607.80 | 609.80 | 596.00 | -37.20 | -41.00 | -40.60 | -37.40 |
| 2018-12-05 | 600.00 | 597.60 | 601.60 | 594.00 | 562.80 | 561.40 | 567.80 | 560.20 | 37.20 | 36.20 | 33.80 | 33.80 |
| 2018-12-04 | 594.00 | 598.40 | 600.60 | 594.00 | 568.20 | 563.00 | 569.60 | 561.00 | 25.80 | 35.40 | 31.00 | 33.00 |
| 2018-12-03 | 592.60 | 598.80 | 615.40 | 592.40 | 564.40 | 568.80 | 579.60 | 562.00 | 28.20 | 30.00 | 35.80 | 30.40 |
| 2018-11-30 | 595.00 | 593.60 | 596.00 | 590.60 | 561.60 | 563.20 | 564.80 | 560.00 | 33.40 | 30.40 | 31.20 | 30.60 |
| 2018-11-29 | 602.80 | 595.20 | 604.40 | 592.80 | 569.00 | 561.00 | 570.80 | 560.20 | 33.80 | 34.20 | 33.60 | 32.60 |
| 2018-11-28 | 602.80 | 602.80 | 607.20 | 595.60 | 566.80 | 568.60 | 571.00 | 566.20 | 36.00 | 34.20 | 36.20 | 29.40 |
| 2018-11-27 | 597.20 | 602.80 | 605.80 | 595.00 | 567.40 | 566.60 | 570.60 | 563.80 | 29.80 | 36.20 | 35.20 | 31.20 |
| 2018-11-26 | 610.00 | 597.00 | 614.80 | 588.20 | 568.80 | 567.80 | 572.00 | 560.60 | 41.20 | 29.20 | 42.80 | 27.60 |
| 2018-11-23 | 619.20 | 611.00 | 623.80 | 609.00 | 575.80 | 569.60 | 578.80 | 569.60 | 43.40 | 41.40 | 45.00 | 39.40 |
| 2018-11-22 | 620.00 | 618.20 | 622.40 | 615.00 | 577.00 | 576.00 | 579.60 | 575.00 | 43.00 | 42.20 | 42.80 | 40.00 |
| 2018-11-21 | 611.00 | 618.40 | 619.20 | 604.00 | 576.20 | 576.60 | 577.80 | 570.20 | 34.80 | 41.80 | 41.40 | 33.80 |
| 2018-11-20 | 607.80 | 612.00 | 615.00 | 605.00 | 576.60 | 576.20 | 579.60 | 573.20 | 31.20 | 35.80 | 35.40 | 31.80 |
| 2018-11-19 | 618.00 | 608.00 | 618.00 | 604.80 | 581.60 | 574.80 | 581.60 | 547.60 | 36.40 | 33.20 | 36.40 | 57.20 |
| 2018-11-16 | 618.80 | 618.40 | 621.80 | 613.80 | 581.40 | 581.60 | 583.60 | 578.40 | 37.40 | 36.80 | 38.20 | 35.40 |
| 2018-11-15 | 620.20 | 613.60 | 620.20 | 607.60 | 582.00 | 578.20 | 583.00 | 574.60 | 38.20 | 35.40 | 37.20 | 33.00 |
| 2018-11-14 | 605.00 | 622.80 | 629.80 | 603.40 | 575.00 | 586.20 | 589.00 | 573.80 | 30.00 | 36.60 | 40.80 | 29.60 |
| 2018-11-13 | 615.20 | 603.20 | 616.80 | 602.40 | 576.60 | 573.80 | 577.00 | 571.20 | 38.60 | 29.40 | 39.80 | 31.20 |
| 2018-11-12 | 627.00 | 617.00 | 627.80 | 614.20 | 578.60 | 577.00 | 581.00 | 574.00 | 48.40 | 40.00 | 46.80 | 40.20 |
| 2018-11-09 | 624.20 | 627.40 | 629.00 | 621.20 | 596.20 | 595.60 | 598.60 | 595.00 | 28.00 | 31.80 | 30.40 | 26.20 |
| 2018-11-08 | 620.80 | 623.40 | 624.00 | 616.00 | 595.60 | 598.00 | 598.40 | 592.80 | 25.20 | 25.40 | 25.60 | 23.20 |
| 2018-11-07 | 627.20 | 619.80 | 628.20 | 618.80 | 600.00 | 595.60 | 602.00 | 595.00 | 27.20 | 24.20 | 26.20 | 23.80 |
| 2018-11-06 | 628.00 | 629.00 | 631.60 | 625.60 | 603.80 | 602.00 | 603.80 | 600.60 | 24.20 | 27.00 | 27.80 | 25.00 |
| 2018-11-05 | 628.60 | 627.80 | 632.40 | 624.20 | 604.00 | 603.20 | 604.80 | 600.00 | 24.60 | 24.60 | 27.60 | 24.20 |
| 2018-11-02 | 631.40 | 627.80 | 637.00 | 621.40 | 604.40 | 603.80 | 606.80 | 597.40 | 27.00 | 24.00 | 30.20 | 24.00 |
| 2018-11-01 | 632.80 | 630.40 | 635.00 | 630.00 | 607.80 | 603.40 | 607.80 | 602.60 | 25.00 | 27.00 | 27.20 | 27.40 |
| 2018-10-31 | 640.00 | 632.20 | 642.60 | 629.20 | 617.00 | 605.60 | 617.40 | 605.20 | 23.00 | 26.60 | 25.20 | 24.00 |
| 2018-10-30 | 638.20 | 639.80 | 639.80 | 634.40 | 615.80 | 617.00 | 617.80 | 614.00 | 22.40 | 22.80 | 22.00 | 20.40 |
| 2018-10-29 | 632.40 | 639.00 | 642.00 | 631.40 | 612.20 | 617.20 | 619.60 | 612.00 | 20.20 | 21.80 | 22.40 | 19.40 |
| 2018-10-26 | 637.00 | 632.00 | 637.60 | 631.80 | 615.00 | 612.40 | 619.00 | 607.60 | 22.00 | 19.60 | 18.60 | 24.20 |
| 2018-10-25 | 643.80 | 638.20 | 645.60 | 635.40 | 620.80 | 615.20 | 620.80 | 613.20 | 23.00 | 23.00 | 24.80 | 22.20 |
| 2018-10-24 | 642.20 | 644.60 | 647.60 | 638.40 | 618.00 | 620.60 | 622.80 | 614.20 | 24.20 | 24.00 | 24.80 | 24.20 |
| 2018-10-23 | 640.40 | 642.00 | 645.80 | 637.60 | 616.00 | 618.00 | 619.60 | 615.20 | 24.40 | 24.00 | 26.20 | 22.40 |
| 2018-10-22 | 644.60 | 641.00 | 647.60 | 640.20 | 613.40 | 616.20 | 618.60 | 612.00 | 31.20 | 24.80 | 29.00 | 28.20 |
| 2018-10-19 | 656.00 | 644.60 | 657.80 | 644.00 | 621.60 | 613.60 | 621.60 | 612.00 | 34.40 | 31.00 | 36.20 | 32.00 |
| 2018-10-18 | 663.80 | 656.60 | 664.80 | 653.40 | 626.00 | 621.00 | 626.00 | 620.00 | 37.80 | 35.60 | 38.80 | 33.40 |
| 2018-10-17 | 662.80 | 664.40 | 667.20 | 659.00 | 626.60 | 626.00 | 629.40 | 623.00 | 36.20 | 38.40 | 37.80 | 36.00 |
| 2018-10-16 | 660.60 | 662.20 | 663.80 | 656.80 | 632.20 | 627.80 | 633.40 | 626.40 | 28.40 | 34.40 | 30.40 | 30.40 |
| 2018-10-15 | 666.20 | 660.00 | 669.80 | 659.20 | 636.80 | 632.00 | 639.20 | 631.20 | 29.40 | 28.00 | 30.60 | 28.00 |
| 2018-10-12 | 660.40 | 666.20 | 667.80 | 660.00 | 633.20 | 636.60 | 637.80 | 632.60 | 27.20 | 29.60 | 30.00 | 27.40 |
| 2018-10-11 | 670.00 | 660.00 | 671.80 | 655.20 | 637.40 | 633.00 | 639.80 | 630.80 | 32.60 | 27.00 | 32.00 | 24.40 |
| 2018-10-10 | 663.20 | 666.80 | 671.40 | 660.40 | 637.80 | 636.60 | 644.20 | 634.20 | 25.40 | 30.20 | 27.20 | 26.20 |
| 2018-10-09 | 652.00 | 663.00 | 665.00 | 649.00 | 663.40 | 670.80 | 673.40 | 657.20 | -11.40 | -7.80 | -8.40 | -8.20 |
| 2018-10-08 | 649.60 | 650.40 | 655.40 | 646.40 | 658.80 | 663.20 | 663.80 | 652.20 | -9.20 | -12.80 | -8.40 | -5.80 |